CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

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	param	t-stat
$ω$	1.0972	4.56
$α$	0.1462	9.01
$β$	0.7421	26.70
$γ_{1}$	-0.1639	-2.05
$γ_{2}$	0.1030	0.89
$γ_{3}$	0.2603	3.37
$γ_{4}$	-0.3768	-5.09
$γ_{5}$	0.3018	4.44
$γ_{6}$	-0.2125	-3.47
$γ_{7}$	0.1964	3.38
$γ_{8}$	-0.2410	-4.28
$γ_{9}$	0.3042	3.45

V-Lab

Aubay Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.89% (-4.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aubay Analyses